Many multimeters, when used to measure microamps, don't have an overly-high burden voltage when passing less than a milliamp, but the they can drop over a volt (and even blow a fuse) if a device has a momentary current draw of 100mA or more.
If one has a device under test which will usually draw a few microamps, but may occasionally draw half an amp or more, and if one is only interested in measuring the current during those times when it's below 2mA (e.g. if one were testing a lawn-sprinkler controller, which will occasionally need a lot of current to open or close the valve, but should otherwise only be drawing a few microamps most of the time) would there be any problem connecting a couple of reverse-parallel diodes in parallel with the inputs to the meter? I would expect there must be at least some type of diode that would pass only a very tiny amount of current at voltages below 0.1 volt, but which would nonetheless be able to handle an amp or more with roughly 0.7-volt drop. Would there be any problem with attaching such a pair of diodes in parallel with the meter? How much would doing so affect accuracy? What sort of diodes would be best?
PS--Alternatively, if one wants to get precision real-time current measurements at an adjustable regulated voltage, and supplying a higher input voltage wouldn't be a problem, are there any stock devices that would supply a regulated output voltage while also supplying a ground-referenced signal proportional to current? Assume as requirements: (1) device must supply 500mA with minimal drop, regardless of measurement scale; (2) current will always be flowing in one direction, (3) 100Khz bandwidth is desired to facilitate measuring the duration of high-current-draw periods; (4) some ripple on the output would be acceptable, to the extent that it does not interact with the input capacitance of the device under test so as to impede measurement accuracy while the current is within range, or within 100ms or so of it coming into range.